PREVIEW / futures_30min / 2017-08-21

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-21.parquet
  size:    78 KB
  rows:    2,975

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2017-08-21 00:00:00	ES	Futures	2650.84	2651.39	2650.3	2650.57	1351.0
2017-08-21 00:30:00	ES	Futures	2650.57	2651.12	2650.57	2650.84	662.0
2017-08-21 01:00:00	ES	Futures	2651.12	2651.39	2650.3	2650.57	1358.0
2017-08-21 01:30:00	ES	Futures	2650.57	2651.12	2650.02	2650.57	3442.0
2017-08-21 02:00:00	ES	Futures	2650.84	2651.12	2647.56	2648.38	9614.0
2017-08-21 02:30:00	ES	Futures	2648.38	2649.75	2648.11	2648.66	4985.0
2017-08-21 03:00:00	ES	Futures	2648.66	2649.75	2647.56	2648.66	16491.0
2017-08-21 03:30:00	ES	Futures	2648.66	2648.66	2645.65	2647.29	14186.0
2017-08-21 04:00:00	ES	Futures	2647.29	2648.93	2646.2	2647.02	8846.0
2017-08-21 04:30:00	ES	Futures	2647.29	2648.66	2647.02	2647.84	9019.0
2017-08-21 05:00:00	ES	Futures	2647.56	2651.12	2647.56	2649.48	13890.0
2017-08-21 05:30:00	ES	Futures	2649.75	2650.3	2649.2	2649.48	6175.0
2017-08-21 06:00:00	ES	Futures	2649.48	2653.3	2649.48	2653.03	12289.0
2017-08-21 06:30:00	ES	Futures	2653.03	2654.94	2651.94	2652.48	14110.0
2017-08-21 07:00:00	ES	Futures	2652.76	2654.12	2652.21	2653.58	8360.0
2017-08-21 07:30:00	ES	Futures	2653.58	2654.94	2652.76	2653.58	7333.0
2017-08-21 08:00:00	ES	Futures	2653.58	2653.58	2651.66	2652.48	11949.0
2017-08-21 08:30:00	ES	Futures	2652.48	2653.03	2650.84	2651.94	13729.0
2017-08-21 09:00:00	ES	Futures	2651.94	2652.21	2649.75	2650.57	19205.0
2017-08-21 09:30:00	ES	Futures	2650.57	2652.76	2645.92	2646.74	145952.0
2017-08-21 10:00:00	ES	Futures	2646.74	2647.29	2641.28	2644.56	167704.0
2017-08-21 10:30:00	ES	Futures	2644.56	2649.75	2644.01	2648.93	92630.0
2017-08-21 11:00:00	ES	Futures	2648.93	2652.48	2646.47	2650.3	71374.0
2017-08-21 11:30:00	ES	Futures	2650.57	2654.67	2650.02	2652.21	73891.0
2017-08-21 12:00:00	ES	Futures	2652.21	2656.04	2651.94	2656.04	60538.0
2017-08-21 12:30:00	ES	Futures	2655.76	2656.31	2653.3	2654.12	40508.0
2017-08-21 13:00:00	ES	Futures	2653.85	2654.4	2651.94	2652.21	30839.0
2017-08-21 13:30:00	ES	Futures	2652.21	2653.3	2649.48	2650.02	38334.0
2017-08-21 14:00:00	ES	Futures	2650.02	2651.39	2649.2	2650.57	41803.0
2017-08-21 14:30:00	ES	Futures	2650.57	2651.94	2648.38	2650.57	43672.0
2017-08-21 15:00:00	ES	Futures	2650.84	2653.85	2647.84	2653.85	61355.0
2017-08-21 15:30:00	ES	Futures	2653.58	2655.76	2653.03	2653.3	148772.0
2017-08-21 16:00:00	ES	Futures	2653.3	2655.22	2653.03	2655.22	61446.0
2017-08-21 16:30:00	ES	Futures	2654.94	2655.49	2654.4	2655.49	5268.0
2017-08-21 18:00:00	ES	Futures	2654.67	2656.58	2654.12	2656.31	5995.0
2017-08-21 18:30:00	ES	Futures	2656.31	2656.31	2654.94	2655.22	829.0
2017-08-21 19:00:00	ES	Futures	2654.94	2655.76	2654.67	2655.76	626.0
2017-08-21 19:30:00	ES	Futures	2655.49	2656.31	2654.94	2656.04	2832.0
2017-08-21 20:00:00	ES	Futures	2656.31	2660.14	2656.04	2658.77	12076.0
2017-08-21 20:30:00	ES	Futures	2658.5	2660.68	2658.5	2660.14	5295.0
2017-08-21 21:00:00	ES	Futures	2660.14	2661.23	2659.32	2660.41	6583.0
2017-08-21 21:30:00	ES	Futures	2660.14	2660.14	2659.04	2659.86	4208.0
2017-08-21 22:00:00	ES	Futures	2660.14	2660.68	2659.59	2660.41	1911.0
2017-08-21 22:30:00	ES	Futures	2660.41	2661.5	2660.14	2661.5	2705.0
2017-08-21 23:00:00	ES	Futures	2661.5	2661.78	2660.68	2660.68	2369.0
2017-08-21 23:30:00	ES	Futures	2660.96	2661.23	2660.14	2660.68	1466.0
2017-08-21 00:00:00	NQ	Futures	6899.79	6902.77	6898.9	6900.39	300.0
2017-08-21 00:30:00	NQ	Futures	6899.49	6902.17	6898.6	6902.17	185.0
2017-08-21 01:00:00	NQ	Futures	6902.17	6902.47	6898.6	6899.19	183.0
2017-08-21 01:30:00	NQ	Futures	6899.19	6903.06	6898.3	6900.39	478.0

> showing 50 of 2,975 rows — these rows as CSV

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